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DESP (version 0.1-4)
DESP_SRL_B: Estimation of the coefficient matrix
Description
This function computes the coefficient matrix B estimate, column-by-column.
Usage
DESP_SRL_B(X, lambda, solver)
Arguments
X
The design matrix.
lambda
The penalization parameter.
solver
The solver, SCS by default.
Value
The coefficient matrix.
See Also
sqR_Lasso